Output-Space Branch-and-Bound Reduction Algorithm for a Class of Linear Multiplicative Programs

In this paper, a new relaxation bounding method is proposed for a class of linear multiplicative programs. Although the <inline-formula> <math display="inline"> <semantics> <mrow> <mn>2</mn> <mi>p</mi> <mo>-</mo> <mn>1</m...

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Bibliographic Details
Main Authors: Bo Zhang, Yuelin Gao, Xia Liu, Xiaoli Huang
Format: Article
Language:English
Published: MDPI AG 2020-03-01
Series:Mathematics
Subjects:
Online Access:https://www.mdpi.com/2227-7390/8/3/315
Description
Summary:In this paper, a new relaxation bounding method is proposed for a class of linear multiplicative programs. Although the <inline-formula> <math display="inline"> <semantics> <mrow> <mn>2</mn> <mi>p</mi> <mo>-</mo> <mn>1</mn> </mrow> </semantics> </math> </inline-formula> variable is introduced in the construction of equivalence problem, the branch process of the algorithm is only carried out in <inline-formula> <math display="inline"> <semantics> <mrow> <mi>p</mi> <mo>-</mo> </mrow> </semantics> </math> </inline-formula>dimensional space. In addition, a super-rectangular reduction technique is also given to greatly improve the convergence rate. Furthermore, we construct an output-space branch-and-bound reduction algorithm based on solving a series of linear programming sub-problems, and prove the convergence and computational complexity of the algorithm. Finally, to verify the feasibility and effectiveness of the algorithm, we carried out a series of numerical experiments and analyzed the advantages and disadvantages of the algorithm by numerical results.
ISSN:2227-7390